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SELD.DE vs. VYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SELD.DE vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SELD.DE is traded in EUR, while VYM is traded in USD. To make them comparable, the VYM values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SELD.DE achieves a 14.08% return, which is significantly higher than VYM's 12.86% return. Over the past 10 years, SELD.DE has underperformed VYM with an annualized return of 9.59%, while VYM has yielded a comparatively higher 11.42% annualized return.


SELD.DE

1D
0.52%
1M
2.83%
YTD
14.08%
6M
19.06%
1Y
31.97%
3Y*
20.75%
5Y*
11.33%
10Y*
9.59%

VYM

1D
-0.19%
1M
3.93%
YTD
12.86%
6M
11.58%
1Y
22.78%
3Y*
15.16%
5Y*
12.55%
10Y*
11.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SELD.DE vs. VYM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
14.08%44.46%5.76%3.90%-10.09%24.12%-9.44%27.63%-4.88%5.07%
VYM
Vanguard High Dividend Yield ETF
12.86%1.73%25.36%3.38%5.74%35.64%-7.19%26.87%-1.51%2.11%

Correlation

The correlation between SELD.DE and VYM is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2007

0.40

The correlation between SELD.DE and VYM shifts across timeframes, from 0.26 (3 years) to 0.40 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SELD.DE vs. VYM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SELD.DE
SELD.DE Risk / Return Rank: 8484
Overall Rank
SELD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SELD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
SELD.DE Omega Ratio Rank: 8282
Omega Ratio Rank
SELD.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SELD.DE Martin Ratio Rank: 8282
Martin Ratio Rank

VYM
VYM Risk / Return Rank: 8080
Overall Rank
VYM Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 8383
Sortino Ratio Rank
VYM Omega Ratio Rank: 8080
Omega Ratio Rank
VYM Calmar Ratio Rank: 7878
Calmar Ratio Rank
VYM Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SELD.DE vs. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) and Vanguard High Dividend Yield ETF (VYM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


SELD.DEVYMDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.49

1.38

+0.10

Calmar ratioReturn relative to maximum drawdown

4.79

4.72

+0.07

Martin ratioReturn relative to average drawdown

16.20

16.20

+0.01

SELD.DE vs. VYM - Sharpe Ratio Comparison

The current SELD.DE Sharpe Ratio is 2.73, which is comparable to the VYM Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of SELD.DE and VYM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SELD.DEVYMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

2.13

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.89

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.67

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.54

-0.37

Drawdowns

SELD.DE vs. VYM - Drawdown Comparison

The maximum SELD.DE drawdown since its inception was -70.30%, which is greater than VYM's maximum drawdown of -51.83%. Use the drawdown chart below to compare losses from any high point for SELD.DE and VYM.


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Drawdown Indicators


SELD.DEVYMDifference

Max Drawdown

Largest peak-to-trough decline

-70.30%

-51.83%

-18.47%

Max Drawdown (1Y)

Largest decline over 1 year

-6.72%

-4.85%

-1.87%

Max Drawdown (3Y)

Largest decline over 3 years

-14.13%

-19.91%

+5.78%

Max Drawdown (5Y)

Largest decline over 5 years

-23.02%

-19.91%

-3.11%

Max Drawdown (10Y)

Largest decline over 10 years

-40.65%

-34.24%

-6.41%

Current Drawdown

Current decline from peak

-1.80%

-1.07%

-0.73%

Average Drawdown

Average peak-to-trough decline

-25.32%

-8.16%

-17.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.41%

+0.58%

Volatility

SELD.DE vs. VYM - Volatility Comparison

Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) has a higher volatility of 3.83% compared to Vanguard High Dividend Yield ETF (VYM) at 2.53%. This indicates that SELD.DE's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SELD.DEVYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

2.53%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

7.84%

+1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

11.81%

10.75%

+1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

14.22%

+0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.42%

17.09%

+0.33%

SELD.DE vs. VYM - Expense Ratio Comparison

SELD.DE has a 0.30% expense ratio, which is higher than VYM's 0.04% expense ratio.


Dividends

SELD.DE vs. VYM - Dividend Comparison

SELD.DE's dividend yield for the trailing twelve months is around 5.68%, more than VYM's 2.22% yield.


PositionTTM20252024202320222021202020192018201720162015
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
5.68%6.48%6.46%0.00%7.70%4.52%5.09%5.34%5.60%4.75%5.20%5.48%
VYM
Vanguard High Dividend Yield ETF
2.22%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%

Frequently Asked Questions


SELD.DE and VYM have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VYM is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VYM is cheaper with a 0.04% expense ratio, compared with 0.30% for SELD.DE.

SELD.DE is categorized as Europe Equities, while VYM is Dividend. SELD.DE tracks STOXX® Europe Select Dividend 30, while VYM tracks FTSE High Dividend Yield Index. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.30% for SELD.DE and 0.04% for VYM.

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